DXSC.DE vs. XDEW.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - DXSC.DE is a Industrials Equities fund tracking the MSCI Europe Materials ESG Screened 20-35, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, DXSC.DE returned 10.51%/yr vs 11.15%/yr for XDEW.DE. A 0.54 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.20%/yr for XDEW.DE.
Performance
DXSC.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 5.02% return, which is significantly lower than XDEW.DE's 15.20% return. Over the past 10 years, DXSC.DE has underperformed XDEW.DE with an annualized return of 10.51%, while XDEW.DE has yielded a comparatively higher 11.15% annualized return.
DXSC.DE
- 1D
- 0.32%
- 1M
- -3.30%
- 6M
- 2.49%
- YTD
- 5.02%
- 1Y
- 5.86%
- 3Y*
- 7.54%
- 5Y*
- 3.56%
- 10Y*
- 10.51%
XDEW.DE
- 1D
- 0.59%
- 1M
- 3.39%
- 6M
- 12.16%
- YTD
- 15.20%
- 1Y
- 21.25%
- 3Y*
- 13.22%
- 5Y*
- 9.60%
- 10Y*
- 11.15%
DXSC.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 5.02% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 15.20% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between DXSC.DE and XDEW.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.54 |
The correlation between DXSC.DE and XDEW.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
DXSC.DE vs. XDEW.DE — Risk / Return Rank
DXSC.DE
XDEW.DE
DXSC.DE vs. XDEW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DXSC.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 4.18 | -3.77 |
| Martin ratioReturn relative to average drawdown | 1.43 | 12.86 | -11.42 |
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Drawdowns
DXSC.DE vs. XDEW.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and XDEW.DE.
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Drawdown Indicators
| DXSC.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -38.79% | -35.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -5.06% | -9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -22.70% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -22.70% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -38.79% | -6.17% |
Current DrawdownCurrent decline from peak | -5.15% | 0.00% | -5.15% |
Average DrawdownAverage peak-to-trough decline | -29.92% | -5.34% | -24.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 1.65% | +2.44% |
Volatility
DXSC.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 5.75% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.61%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSC.DE | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 2.61% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 6.90% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 10.62% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 14.90% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 16.80% | +6.54% |
DXSC.DE vs. XDEW.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than XDEW.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXSC.DE vs. XDEW.DE - Dividend Comparison
Neither DXSC.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XDEW.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XDEW.DE.
DXSC.DE is categorized as Industrials Equities, while XDEW.DE is S&P 500. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.17% for DXSC.DE and 0.20% for XDEW.DE.
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